Copula-based characterizations for higher order Markov processes
Rustam Ibragimov
| Year of publication: |
2009
|
|---|---|
| Authors: | Ibragimov, Rustam Ju. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 3, p. 819-846
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003864192